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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~person:"Maravall Herrero, Agustín"
~subject:"Asymptotic power"
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Zeitreihenanalyse
Asymptotic power
Estimation theory
57
Schätztheorie
57
Time series analysis
45
Theorie
32
Theory
32
Structural break
9
Strukturbruch
9
Saisonale Schwankungen
8
Seasonal variations
8
Einheitswurzeltest
6
Statistical test
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Statistischer Test
6
Unit root test
6
Forecasting model
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Prognoseverfahren
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Trend break
3
ARIMA
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Metal market
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Stationary
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1949-1985
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Break point estimation
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Leybourne, Stephen James
Maravall Herrero, Agustín
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
32
Linton, Oliver
31
Koop, Gary
29
Swanson, Norman R.
29
Harvey, Andrew C.
28
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Perron, Pierre
24
Stock, James H.
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
Giraitis, Liudas
19
Gouriéroux, Christian
19
McAleer, Michael
19
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European University Institute / Department of Economics
7
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10
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Journal of econometrics
8
Econometric theory
4
Economics letters
3
An Elgar reference collection
2
The international library of critical writings in econometrics
2
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1
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1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
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1
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
2
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
3
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
4
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
5
Reliability of the automatic identification of ARIMA models in program TRAMO
Maravall Herrero, Agustín
;
López-Pavón, Roberto
; …
- In:
Empirical economic and financial research : theory, …
,
(pp. 105-122)
.
2015
Persistent link: https://www.econbiz.de/10010490152
Saved in:
6
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
7
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
8
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
9
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
10
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
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